+23.4%
ELAN vs PEGA
-36.0%
+59.4%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.5% | -0.1% | +1.3% |
| 7D | -5.4% | -3.0% | -2.4% | -5.2% |
| 30D | +4.7% | +15.9% | -11.2% | +3.5% |
| 3M | -3.7% | +10.8% | -14.5% | -4.6% |
| 6M | -1.2% | -16.5% | +15.3% | -0.2% |
| YTD | +2.4% | -39.0% | +41.4% | +4.7% |
| 1Y | +23.4% | -37.3% | +60.6% | +25.6% |
| All | +23.4% | -36.0% | +59.4% | +25.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded PEGA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling